Mariana 10:10 Plan September 2022

Key Information Document

Purpose This document provides you with key information about this product. It is not marketing material. The information is required by the Packaged Retail and Insurance-Based Investment Products Regulation (“PRIIPs”) to help you understand the key features, risks, costs and potential gains and losses of this product and to help you compare it with other products covered by PRIIPs. Product Product name Autocallable Barrier Note Linked to Preference Shares Product identifier ISIN: GB00BW6SJJ37 PRIIP manufacturer Morgan Stanley & Co. International plc (http://sp.morganstanley.com/) Telephone number +44-20-7425-8000 Date and time of production 20 July 2022 18:25 London local time You are about to purchase a product that is not simple and may be difficult to understand. 1. What is this product? Type English law governed notes Objectives The product is designed to provide a return in the form of a cash payment on termination of the product. The timing and amount of this payment will depend on the change in value of the preference shares , which in turn will depend on the performance of the underlying . The product has a fixed term and will terminate on the maturity date , unless terminated early. If, at maturity, the final reference level of the underlying has fallen below the barrier level , the product may return less than the product notional amount or even zero. (Terms that appear in bold in this section are described in more detail in the table(s) below.)

Early termination following an autocall: The product will terminate prior to the maturity date if, on any autocall observation date , the reference level is at or above the relevant autocall barrier level . On any such early termination, you will on the immediately following autocall payment date receive a cash payment equal to the applicable autocall payment . The relevant dates, autocall barrier levels and autocall payments are shown in the table(s) below.

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Autocall observation dates

Autocall barrier levels

Autocall payment dates

Autocall payments

23 September 2024 23 September 2025 23 September 2026 23 September 2027 25 September 2028 24 September 2029 23 September 2030 23 September 2031 23 September 2032

102.50%* 100.00%* 97.50%* 95.00%* 92.50%* 90.00%* 87.50%* 85.00%* 82.50%*

7 October 2024 7 October 2025 7 October 2026 7 October 2027 9 October 2028 8 October 2029 7 October 2030 7 October 2031 Maturity date

GBP 1,175.00 GBP 1,262.50 GBP 1,350.00 GBP 1,437.50 GBP 1,525.00 GBP 1,612.50 GBP 1,700.00 GBP 1,787.50 GBP 1,875.00

* of the initial reference level .

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Termination on the maturity date: If the product has not terminated early, on the maturity date you will receive: 1. if the final reference level is at or above the barrier level , a cash payment equal to GBP 1,000.00; or 2. if the final reference level is below the barrier level , a cash payment directly linked to the performance of the underlying . The cash payment will equal (i) the product notional amount multiplied by (ii) (A) the final reference level divided by (B) the strike level . . Investors should note that the payments described above are based on the expected value of the preference shares. Therefore any return you may receive on the product depends directly on the value of the preference shares . As such, your return is only indirectly dependent on the underlying . Under the product terms, certain dates specified above and below will be adjusted if the respective date is either not a business day or not a trading day (as applicable). Any adjustments may affect the return, if any, you receive. The product terms also provide that if certain exceptional events occur (1) adjustments may be made to the product and/or (2) the product issuer may terminate the product, as applicable, early. These events are specified in the product terms and principally relate to the product and the product issuer. The preference shares in turn contain provisions allowing the preference shares to be adjusted or terminated early in the case of certain exceptional events, in particular relating to the underlying . Any such adjustments or early termination are likely to affect the amount and timing of return you receive under the product, meaning the return (if any) that you receive on such early termination is likely to be different from the scenarios described above and may be less than the amount you invested.

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Preference share issuer Sienna Finance UK Limited

Initial reference level

The reference level on the initial valuation date 100.00% of the initial reference level 70.00% of the initial reference level The closing level of the underlying as per the reference source

Underlying

Strike level

FTSE 100 SYNTHETIC INDEX (Bloomberg: SUKX35FD Index)

Asset class

Barrier level

Equity

Product notional amount

Reference level

GBP 1,000.00

Issue price

100.00% of the product notional amount

Reference source

FTSE

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